← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: OMG/USDT/360/VWMA/MIDPRICE/3869

Strategy
OMG/USDT/360/VWMA/MIDPRICE/3869
Pair
OMG_USDT
Interval
6h
Score
452466
Daily Profit
0.179025
Profit Factor
1.785775
Profitability
52.941176
Streak
548.351378
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-28 11:25
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 724054.0988 481553.9391 242500.1597 3647403.857 744965.2048 2902438.6522
Total P&L (%) 724.0541 481.5539 242.5002 3647.4039 744.9652 2902.4387
Avg Daily Profit (%) 0.3807 0.2532 0.1275 0.1907 0.1123 0.179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97017 -73773 -90952 -2077385 -2940183 -1290155
Profit Factor 2.7977 3.1459 2.3596 1.3782 1.1252 1.7858
Total Trades 69 35 34 69 35 34
Winning Trades 33 15 18 33 15 18
Losing Trades 36 20 16 36 20 16
Profitability (%) 47.8261 42.8571 52.9412 47.8261 42.8571 52.9412
Ratio Avg Win / Avg Loss 3.052 4.1945 2.0974 1.5035 1.5003 1.5874
Largest Winning Trade 237627 237627 55351 1705155 1705155 1164301
Largest Losing Trade -44256 -34194 -44256 -1876080 -1876080 -1282892
Avg Bars in Trades 107 85 129 107 85 129
Avg Bars in Winners 180 139 214 180 139 214
Avg Bars in Losers 40 45 34 40 45 34
Bars Traded 7399 3001 4398 7399 3001 4398
Profit Streak 0 0 548.3514 0 0 548.3514
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92201 406790 -16992 -97491 -127166 452466
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557511200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759047959098,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            724054.0988339979,
            481553.939092632,
            242500.1597413654,
            3647403.8570102854,
            744965.2047818984,
            2902438.6522283875
        ],
        [
            724.054099,
            481.553939,
            242.50016,
            3647.403857,
            744.965205,
            2902.438652
        ],
        [
            0.38068,
            0.253183,
            0.127497,
            0.190699,
            0.112267,
            0.179025
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97017,
            -73773,
            -90952,
            -2077385,
            -2940183,
            -1290155
        ],
        [
            2.797685,
            3.145871,
            2.359605,
            1.378238,
            1.125216,
            1.785775
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            47.826087,
            42.857143,
            52.941176,
            47.826087,
            42.857143,
            52.941176
        ],
        [
            3.05202,
            4.194495,
            2.097426,
            1.503532,
            1.500288,
            1.587356
        ],
        [
            237627,
            237627,
            55351,
            1705155,
            1705155,
            1164301
        ],
        [
            -44256,
            -34194,
            -44256,
            -1876080,
            -1876080,
            -1282892
        ],
        [
            107,
            85,
            129,
            107,
            85,
            129
        ],
        [
            180,
            139,
            214,
            180,
            139,
            214
        ],
        [
            40,
            45,
            34,
            40,
            45,
            34
        ],
        [
            7399,
            3001,
            4398,
            7399,
            3001,
            4398
        ],
        [
            0,
            0,
            548.351378,
            0,
            0,
            548.351378
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92201,
            406790,
            -16992,
            -97491,
            -127166,
            452466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557511200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759047959098,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)